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Shifts in beta and the TARP announcement
Phin, Andrew
;
Prono, Todd
;
Reeves, Jonathan J.
;
Saxena, …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553701
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2
Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
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3
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
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